Question: This assignment is due Monday, Dec. 4 at the beginning of class. Please make use of the Homework 5 spreadsheet found on Canvas in order

This assignment is due Monday, Dec. 4 at the beginning of class. Please make use of the Homework 5 spreadsheet found on Canvas in order to complete this homework. 1. (45 points) Please calculate the expected returns for Vanguard Long-term Investment Grade fund. (a) Please calculate the expected returns for both of the funds individually. (b) Please calculate the standard deviation of annual returns for both of the funds individually. (c) Please calculate the Sharpe ratios for both of the funds individually. (d) Please calculate the correlation coefficient between the two funds. (e) Please calculate the proportions for each of the funds in the optimal risky portfolio. (f) Please calculate the expected returns for the optimal risky portfolio. (g) Please calculate the standard deviation of returns for the optimal risky portfolio. (h) Please calculate the Sharpe ratio for the optimal risky portfolio. (i) Lastly, please calculate the proportion of the complete portfolio that would be the risky portfolio if your client had a risk-aversion score (A) equal to 2
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